IYC vs. ONLN
Compare and contrast key facts about iShares US Consumer Services ETF (IYC) and ProShares Online Retail ETF (ONLN).
IYC and ONLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IYC is a passively managed fund by iShares that tracks the performance of the Dow Jones U.S. Consumer Services Index. It was launched on Jun 28, 2000. ONLN is a passively managed fund by ProShares that tracks the performance of the ProShares Online Retail Index. It was launched on Jul 13, 2018. Both IYC and ONLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IYC or ONLN.
Key characteristics
| IYC | ONLN | |
|---|---|---|
| YTD Return | 23.91% | 25.85% |
| 1Y Return | 39.80% | 49.72% |
| 3Y Return (Ann) | 3.52% | -13.69% |
| 5Y Return (Ann) | 11.78% | 5.90% |
| Sharpe Ratio | 2.58 | 1.99 |
| Sortino Ratio | 3.45 | 2.74 |
| Omega Ratio | 1.44 | 1.32 |
| Calmar Ratio | 1.77 | 0.67 |
| Martin Ratio | 13.77 | 10.56 |
| Ulcer Index | 2.78% | 4.29% |
| Daily Std Dev | 14.87% | 22.82% |
| Max Drawdown | -53.10% | -71.77% |
| Current Drawdown | 0.00% | -50.94% |
Correlation
The correlation between IYC and ONLN is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IYC vs. ONLN - Performance Comparison
In the year-to-date period, IYC achieves a 23.91% return, which is significantly lower than ONLN's 25.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IYC vs. ONLN - Expense Ratio Comparison
IYC has a 0.42% expense ratio, which is lower than ONLN's 0.58% expense ratio.
Risk-Adjusted Performance
IYC vs. ONLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares US Consumer Services ETF (IYC) and ProShares Online Retail ETF (ONLN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
IYC vs. ONLN - Dividend Comparison
IYC's dividend yield for the trailing twelve months is around 0.55%, more than ONLN's 0.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IYC iShares US Consumer Services ETF | 0.55% | 0.68% | 0.68% | 0.39% | 0.65% | 0.89% | 0.90% | 0.92% | 1.10% | 1.03% | 0.78% | 0.79% |
ONLN ProShares Online Retail ETF | 0.20% | 0.00% | 0.00% | 0.00% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IYC vs. ONLN - Drawdown Comparison
The maximum IYC drawdown since its inception was -53.10%, smaller than the maximum ONLN drawdown of -71.77%. Use the drawdown chart below to compare losses from any high point for IYC and ONLN. For additional features, visit the drawdowns tool.
Volatility
IYC vs. ONLN - Volatility Comparison
The current volatility for iShares US Consumer Services ETF (IYC) is 4.15%, while ProShares Online Retail ETF (ONLN) has a volatility of 5.66%. This indicates that IYC experiences smaller price fluctuations and is considered to be less risky than ONLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.